Best thing is to try and see- SA will always *try* to merge an assembly and it may succeed but that doesn't mean you won't get runtime errors which are hard to predict. By the sound of it- because you are dynamically loading it- it won't work so you may need to modify the code to make it work or not bother merging. As I say- too hard to predict so try it and see.

I saw before starting new topic. It does not allow to do so. On the list you get only the referenced assemblies. If you add this assembly manually in the saproj then the button build is disabled.
Can smart assembly merge or embedd the un-referenced assembly?